"We have wanted to drink that wine."
Translation:Nosotros hemos querido beber ese vino.
Eso is neuter, used when we're not necessarily referring to something specific. Ese is masculine. Esa is feminine. Plural are esos (masculine) and esas (feminine). There is no eses. And, yes, it's confusing.
"That's all I wanted to hear." = Eso es lo que quería oír. "That's my book" = Ese es mi libro. "I want that apple." = Quiero esa manzana
I think querer is one of those verbs (like necesitar and gustarse) that, when followed by a verb, you just use the infinitive and no preposition.